Managed to find a link to the instructions for operating at Heathrow (jump to top of page 17).
http://www.ead.eurocontrol.int/eadba...2015-09-17.pdf
As I understand it (I might be wrong) the reason for this, is to avoid confusion.
Most large airports use ground radar. If the transponder is turned off with the last code used still being displayed, when it comes back on the ground controller sees a ghost aircraft that shouldn't be there and starts to worry what it's doing.
If all non active aircraft are displaying 2000 (as soon as they put the brakes on after a flight, or prior to receiving their squawk for the next flight) then the ground controllers know it's not an active flight.